I remember a few weeks ago, there was a challenge in the R-help list to make the prime symbol in R graphics. In LaTeX, we simply write $X'$ or $X^\prime$. R has a rough support for math expressions (see demo(plotmath)) and they are certainly unsatisfactory for LaTeX users. In fact we can write native LaTeX code in R plots via the tikzDevice package! Why bother to use all kinds of tricks to cheat R? :)

Here is an example per request of a reader of my blog: